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1
Estimating expected excess returns using historical and option-implied volatility
Corrado, Charles Joseph
;
Miller, Thomas W.
-
2005
Persistent link: https://www.econbiz.de/10003332149
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2
Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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3
The specification and power of the sign test in event study hypothesis tests using daily stock returns
Corrado, Charles Joseph
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 465-478
Persistent link: https://www.econbiz.de/10001129734
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4
Filter rule tests of the economic significance of serial dependencies in daily stock returns
Corrado, Charles Joseph
- In:
The journal of financial research
15
(
1992
)
4
,
pp. 369-387
Persistent link: https://www.econbiz.de/10001143836
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5
How different is the long-run performance of mergers in the telecommunications industry?
Ferris, Stephen P.
;
Park, Kwangwoo
- In:
Innovations in investments and corporate finance
,
(pp. 127-144)
.
2002
Persistent link: https://www.econbiz.de/10001708967
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6
Long-term performance following the issuance of new equity : evidence from Japan
Ferris, Stephen P.
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001543119
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7
A transaction data study of stock returns and trading activity during option expiration periods
Ferris, Stephen P.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 149-174
Persistent link: https://www.econbiz.de/10001123291
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8
Capital gains tax policy and the behavior of common stock returns
Noronha, Gregory M.
- In:
Economics letters
40
(
1992
)
1
,
pp. 113-117
Persistent link: https://www.econbiz.de/10001137538
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9
The differential impact of federal reserve margin requirements on stock return volatility
Kumar, Raman
- In:
The financial review : the official publication of the …
26
(
1991
)
3
,
pp. 343-366
Persistent link: https://www.econbiz.de/10001143186
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10
Bragging rights : does corporate boasting imply value creation?
Kothari, Pratik
;
Chance, Don M.
;
Ferris, Stephen P.
- In:
The journal of corporate finance : contracting, …
67
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013209767
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